+45.2%
O vs AFRM
-20.7%
+65.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -0.6% | +3.1% | -3.6% | -0.7% |
| 30D | -2.0% | -4.2% | +2.3% | -1.8% |
| 3M | +3.0% | +10.1% | -7.1% | +2.4% |
| 6M | -3.6% | +39.4% | -43.1% | -5.3% |
| YTD | +12.1% | -3.2% | +15.2% | +11.7% |
| 1Y | +8.9% | -16.1% | +25.0% | +8.9% |
| 3Y | +30.3% | +220.8% | -190.4% | +18.5% |
| 5Y | +13.7% | -17.7% | +31.4% | +2.1% |
| All | +45.2% | -20.7% | +65.9% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling